Uniform null controllability of the heat equation with rapidly oscillating periodic density

We consider the heat equation with fast oscillating periodic density, and an interior control in a bounded domain. First, we prove sharp convergence estimates depending explicitly on the initial data for the corresponding uncontrolled equation; these estimates are new, and their proof relies on a judicious smoothing of the initial data. Then we use those estimates to prove that the original equation is uniformly null controllable, provided a carefully chosen extra vanishing interior control is added to that equation. This uniform controllability result is the first in the multidimensional setting for the heat equation with oscillating density. Finally, we prove that the sequence of null controls converges to the optimal null control of the limit equation when the period tends to zero. To cite this article: L. Tebou, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Time optimal boundary controls for the heat equation

The fact that the time optimal controls for parabolic equations have the bang–bang property has been recently proved for controls distributed inside the considered domain (interior control). The main result in this article asserts that the boundary controls for the heat equation have the same property, at least in rectangular domains. This result is proved by combining methods from traditionally distinct fields: the Lebeau–Robbiano strategy for null controllability and estimates of the controllability cost in small time for parabolic systems, on one side, and a Remez-type inequality for Müntz spaces and a generalization of Turán?s inequality, on the other side.     

具有点态控制约束热方程的时间与范数最优控制问题的等价性

本文研究了具有点态控制热方程的等价性问题.利用变分法分析时间最优控制的唯一性,能控性以及范数最优控制的特征,获得了具有点态控制约束热方程的时间与范数最优控制问题之间的等价性,推广了现有文献的结果.     

An optimal control problem for the multidimensional diffusion equation with a generalized control variable

The present paper is concerned with an optimal control problem for then-dimensional diffusion equation with a sequence of Radon measures as generalized control variables. Suppose that a desired final state is not reachable. We enlarge the set of admissible controls and provide a solution to the corresponding moment problem for the diffusion equation, so that the previously chosen desired final state is actually reachable by the action of a generalized control. Then, we minimize an objective function in this extended space, which can be characterized as consisting of infinite sequences of Radon measures which satisfy some constraints. Then, we approximate the action of the optimal sequence by that of a control, and finally develop numerical methods to estimate these nearly optimal controls. Several numerical examples are presented to illustrate these ideas.     

Optimal Control of a Parabolic Equation with Dynamic Boundary Condition

We investigate a control problem for the heat equation. The goal is to find an optimal heat transfer coefficient in the dynamic boundary condition such that a desired temperature distribution at the boundary is adhered. To this end we consider a function space setting in which the heat flux across the boundary is forced to be an L ^p function with respect to the surface measure, which in turn implies higher regularity for the time derivative of temperature. We show that the corresponding elliptic operator generates a strongly continuous semigroup of contractions and apply the concept of maximal parabolic regularity. This allows to show the existence of an optimal control and the derivation of necessary and sufficient optimality conditions.     

Optimal Design of the Time-Dependent Support of Bang–Bang Type Controls for the Approximate Controllability of the Heat Equation

We consider the nonlinear optimal shape design problem, which consists in minimizing the amplitude of bang–bang type controls for the approximate controllability of a linear heat equation with a bounded potential. The design variable is the time-dependent support of the control. Precisely, we look for the best space–time shape and location of the support of the control among those, which have the same Lebesgue measure. Since the admissibility set for the problem is not convex, we first obtain a well-posed relaxation of the original problem and then use it to derive a descent method for the numerical resolution of the problem. Numerical experiments in 2D suggest that, even for a regular initial datum, a true relaxation phenomenon occurs in this context. Also, we implement a simple algorithm for computing a quasi-optimal domain for the original problem from the optimal solution of its associated relaxed one.     

Numerical null controllability of a semi-linear heat equation via a least squares method

This Note deals with the computation of distributed null controls for a semi-linear 1D heat equation, in the sublinear and slightly superlinear cases. Under sharp growth assumptions, the existence of controls has been obtained in [E. Fernández-Cara, E. Zuazua, Null and approximate controllability for weakly blowing up semi-linear heat equation, Ann. Inst. Henri Poincaré Analyse non linéaire 17 (5) (2000) 583] via a fixed point reformulation; see also [V. Barbu, Exact controllability of the superlinear heat equation, Appl. Math. Optim. Optimization, Theory and Applications 42 (1) (2000) 73]. More precisely, Carleman estimates and Kakutani?s theorem together ensure the existence of fixed points for a corresponding linearized control mapping. In practice, the difficulty is to extract from the Picard iterates a convergent (sub)sequence. We introduce and analyze a least squares reformulation of the problem; we show that this strategy leads to an effective and constructive way to compute fixed points.     

Error Estimates for the Approximation of a Class of Optimal Control Systems Governed by Linear PDEs

This paper deals with a class of optimal control problems in which the system is governed by a linear partial differential equation and the control is distributed and with constraints. The problem is posed in the framework of the theory of optimal control of systems. A numerical method is proposed to approximate the optimal control. In this method, the state space as well as the convex set of admissible controls are discretized. An abstract error estimate for the optimal control problem is obtained that depends on both the approximation of the state equation and the space of controls. This theoretical result is illustrated by some numerical examples from the literature.     

Snapshot location for POD in control of a linear heat equation

In the present work, we study the approximation of a distributed optimal control problem for a linear heat equation with model order reduction based on Proper Orthogonal Decomposition (POD-MOR). We show that snapshot location for control problems is crucial in model reduction. For the determination of the time instances (snapshot locations) we utilize an a-posteriori error control concept which is based on a reformulation of the optimality system of the underlying optimal control problem as a second order in time and fourth order in space elliptic system. Finally, we present a numerical test to illustrate our approach. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the controllability of the heat equation with nonlinear boundary Fourier conditions

In this paper we analyze the approximate and null controllability of the classical heat equation with nonlinear boundary conditions of the form and distributed controls, with support in a small set. We show that, when the function f is globally Lipschitz-continuous, the system is approximately controllable. We also show that the system is locally null controllable and null controllable for large time when f is regular enough and f(0)=0. For the proofs of these assertions, we use controllability results for similar linear problems and appropriate fixed point arguments. In the case of the local and large time null controllability results, the arguments are rather technical, since they need (among other things) Hölder estimates for the control and the state.     

Insensitizing controls for a forward stochastic heat equation

The existence of insensitizing controls for a forward stochastic heat equation is considered. To develop the duality, we obtain observability estimates for linear forward and backward coupled stochastic heat equations with general coefficients, by means of some global Carleman estimates. Furthermore, the constant in the observability inequality is estimated by an explicit function of the norm of the involved coefficients in the equation. As far as we know, our paper is the first one to address the problem of insensitizing controls for stochastic partial differential equations.     

The Decay Rates of Strong Solutions for Navier-Stokes Equations

In this paper, we deduce the estimates on decay rates of higher order derivatives about time variable and space variables for the strong solution to the Cauchy problem of the Navier-Stokes equations. The rate obtained is optimal in the sense that it coincides with that of solution to the heat equation.     

Simultaneous Optimal Controls for Non-Stationary Stokes Systems

This paper deal with optimal control problems for a non-stationary Stokes system. We study a simultaneous distributed-boundary optimal control problem with distributed observation. We prove the existence and uniqueness of a simultaneous optimal control and we give the first order optimality condition for this problem. We also consider a distributed optimal control problem and a boundary optimal control problem and we obtain estimations between the simultaneous optimal control and the optimal controls of these last ones. Finally, some regularity results are presented.     

VARIATIONAL DISCRETIZATION OF A CONTROL-CONSTRAINED PARABOLIC BANG-BANG OPTIMAL CONTROL PROBLEM

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional.For the numerical treatment,we use variational discretization of its Tikhonov regularization:For the state and the adjoint equation,we apply Petrov-Galerkin schemes in time and usual conforming finite elements in space.We prove a-priori estimates for the error between the discretized regularized problem and the limit problem.Since these estimates are not robust if the regularization parameter tends to zero,we establish robust estimates,which--depending on the problem's regularity——enhance the previous ones.In the special case of bang-bang solutions,these estimates are further improved.A numerical example confirms our analytical findings.     

Optimal dividend payout for classical risk model with risk constraint

In this paper we consider the problem of maximizing the total discounted utility of dividend payments for a Cramér-Lundberg risk model subject to both proportional and fixed transaction costs.We assume that dividend payments are prohibited unless the surplus of insurance company has reached a level b.Given fixed level b,we derive a integro-differential equation satisfied by the value function.By solving this equation we obtain the analytical solutions of the value function and the optimal dividend strategy when claims are exponentially distributed.Finally we show how the threshold b can be determined so that the expected ruin time is not less than some T.Also,numerical examples are presented to illustrate our results.     

Dynamics for Controlled 2D Generalized MHD Systems with Distributed Controls

We study the dynamics of a piecewise (in time) distributed optimal control problem for Generalized MHD equations which model velocity tracking coupled to magnetic field over time. The long-time behavior of solutions for an optimal distributed control problem associated with the Generalized MHD equations is studied. First, a quasi-optimal solution for the Generalized MHD equations is constructed; this quasi-optimal solution possesses the decay (in time) properties. Then, some preliminary estimates for the long-time behavior of all solutions of Generalized MHD equations are derived. Next, the existence of a solution of optimal control problemis proved also optimality system is derived. Finally, the long-time decay properties for the optimal solutions is established.     

A mixed formulation for the direct approximation of <Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-weighted controls for the linear heat equation

This paper deals with the numerical computation of null controls for the linear heat equation. The goal is to compute approximations of controls that drive the solution from a prescribed initial state to zero at a given positive time. In [Fernandez-Cara & Münch, Strong convergence approximations of null controls for the 1D heat equation, 2013], a so-called primal method is described leading to a strongly convergent approximation of distributed control: the controls minimize quadratic weighted functionals involving both the control and the state and are obtained by solving the corresponding optimality conditions. In this work, we adapt the method to approximate the control of minimal square integrable-weighted norm. The optimality conditions of the problem are reformulated as a mixed formulation involving both the state and its adjoint. We prove the well-posedeness of the mixed formulation (in particular the inf-sup condition) then discuss several numerical experiments. The approach covers both the boundary and the inner situation and is valid in any dimension.     

On identification of memory kernels in linear theory of heat conduction

A linear integrodifferential equation describing the heat flow in a material with memory is considered. This equation contains a pair of time-dependent convolution kernels that are unknown. Such kernels are determined as solutions of an optimal control problem by using additional data obtained from measurements of average temperature around some fixed points of the domain over some finite time interval. We show the existence of an optimal solution of this problem and derive optimality conditions for it.     

A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are given by independent Q-Wiener processes. Under some assumptions, we derive necessary and sufficient optimality conditions stochastic controls have to satisfy. Using these optimality conditions, we establish explicit formulas with the result that stochastic optimal controls are given by feedback controls. This is an important conclusion to ensure that the controls are adapted to a certain filtration. Therefore, the state is an adapted process as well.     

Optimal control of time discrete two-phase flow governed by a diffuse interface model

We present results on optimal control of two-phase flows. The fluid is modeled by a thermodynamically consistent diffuse interface model and allows to treat fluids of different densities and viscosities. In earlier work we proposed an energy stable time discretization for this model that we now employ to derive existence of optimal controls for a time discrete optimal control problem. The control aim is to obtain a desired distribution of the two phases in the system. For this we investigate three control actions. We use tangential Dirichlet boundary control and distributed control. We further consider the inverse problem of finding an initial distribution such that the evolution over a given time horizon starting from this value is close to a desired distribution. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)